Use of learning automata for option learning
Kotaro SATO, S. Umaba, H. Lee, Kazutaka Abe · Society of Instrument and Control Engineers of Japan · 2004
We use learning automata as a mechanism which reconstructs option. In order to decide more adaptable option switching point (OSP), we propose a mechanism which generates the candidates for OSP, and reconstructs them. This method is applied to mountain-car problem.